ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 27-Feb-2013

Day Change Summary
	Previous	Current
	26-Feb-2013	27-Feb-2013	Change	Change %	Previous Week
Open	81.930	81.940	0.010	0.0%	80.745
High	82.035	81.985	-0.050	-0.1%	81.700
Low	81.630	81.555	-0.075	-0.1%	80.350
Close	81.940	81.672	-0.268	-0.3%	81.585
Range	0.405	0.430	0.025	6.2%	1.350
ATR	0.473	0.470	-0.003	-0.6%	0.000
Volume	46,514	38,846	-7,668	-16.5%	129,578

Daily Pivots for day following 27-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.027	82.780	81.909
R3	82.597	82.350	81.790
R2	82.167	82.167	81.751
R1	81.920	81.920	81.711	81.829
PP	81.737	81.737	81.737	81.692
S1	81.490	81.490	81.633	81.399
S2	81.307	81.307	81.593
S3	80.877	81.060	81.554
S4	80.447	80.630	81.436

Weekly Pivots for week ending 22-Feb-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.262	84.773	82.328
R3	83.912	83.423	81.956
R2	82.562	82.562	81.833
R1	82.073	82.073	81.709	82.318
PP	81.212	81.212	81.212	81.334
S1	80.723	80.723	81.461	80.968
S2	79.862	79.862	81.338
S3	78.512	79.373	81.214
S4	77.162	78.023	80.843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.035	81.125	0.910	1.1%	0.523	0.6%	60%	False	False	41,839
10	82.035	79.915	2.120	2.6%	0.503	0.6%	83%	False	False	34,782
20	82.035	78.915	3.120	3.8%	0.467	0.6%	88%	False	False	33,481
40	82.035	78.915	3.120	3.8%	0.452	0.6%	88%	False	False	29,641
60	82.035	78.915	3.120	3.8%	0.436	0.5%	88%	False	False	24,094
80	82.035	78.915	3.120	3.8%	0.403	0.5%	88%	False	False	18,116
100	82.035	78.915	3.120	3.8%	0.365	0.4%	88%	False	False	14,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.121
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.813
2.618	83.111
1.618	82.681
1.000	82.415
0.618	82.251
HIGH	81.985
0.618	81.821
0.500	81.770
0.382	81.719
LOW	81.555
0.618	81.289
1.000	81.125
1.618	80.859
2.618	80.429
4.250	79.728

Fisher Pivots for day following 27-Feb-2013
Pivot	1 day	3 day
R1	81.770	81.648
PP	81.737	81.624
S1	81.705	81.600

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols